// -*- coding: utf-8 -*-
/*
author: zengbin93
email: zeng_bin8888@163.com
create_dt: 2022/12/16 19:37
describe: 收益分析相关功能
*/

use crate::svc::base::{DataFrame, StyleConfig};
use serde_json::Value;
use std::collections::HashMap;

/// 显示日收益
pub fn show_daily_return(df: &DataFrame, config: Option<&StyleConfig>) -> DataFrame {
    let config = config.unwrap_or(&StyleConfig::default());
    
    // 创建日收益数据
    let mut result = DataFrame::new();
    result.add_column("日期", crate::svc::base::DataType::String, false);
    result.add_column("收益", crate::svc::base::DataType::Number, true);
    result.add_column("累计收益", crate::svc::base::DataType::Number, true);
    
    // 这里应该实现具体的日收益计算逻辑
    // 由于Rust版本是基础实现，这里只是返回空的数据结构
    result
}

/// 显示累计收益
pub fn show_cumulative_returns(df: &DataFrame, config: Option<&StyleConfig>) -> DataFrame {
    let config = config.unwrap_or(&StyleConfig::default());
    
    let mut result = DataFrame::new();
    result.add_column("日期", crate::svc::base::DataType::String, false);
    result.add_column("累计收益", crate::svc::base::DataType::Number, true);
    result.add_column("基准累计收益", crate::svc::base::DataType::Number, true);
    
    result
}

/// 显示月度收益
pub fn show_monthly_return(df: &DataFrame, config: Option<&StyleConfig>) -> DataFrame {
    let config = config.unwrap_or(&StyleConfig::default());
    
    let mut result = DataFrame::new();
    result.add_column("月份", crate::svc::base::DataType::String, false);
    result.add_column("月度收益", crate::svc::base::DataType::Number, true);
    result.add_column("累计收益", crate::svc::base::DataType::Number, true);
    
    result
}

/// 显示回撤
pub fn show_drawdowns(df: &DataFrame, config: Option<&StyleConfig>) -> DataFrame {
    let config = config.unwrap_or(&StyleConfig::default());
    
    let mut result = DataFrame::new();
    result.add_column("日期", crate::svc::base::DataType::String, false);
    result.add_column("回撤", crate::svc::base::DataType::Number, true);
    result.add_column("累计回撤", crate::svc::base::DataType::Number, true);
    
    result
}

/// 显示滚动日收益表现
pub fn show_rolling_daily_performance(df: &DataFrame, window: usize, config: Option<&StyleConfig>) -> DataFrame {
    let config = config.unwrap_or(&StyleConfig::default());
    
    let mut result = DataFrame::new();
    result.add_column("日期", crate::svc::base::DataType::String, false);
    result.add_column("滚动收益", crate::svc::base::DataType::Number, true);
    result.add_column("滚动波动率", crate::svc::base::DataType::Number, true);
    result.add_column("滚动夏普比率", crate::svc::base::DataType::Number, true);
    
    result
}

/// 计算年化收益率
pub fn calculate_annualized_return(returns: &[f64], periods_per_year: f64) -> f64 {
    if returns.is_empty() {
        return 0.0;
    }
    
    let total_return = returns.iter().fold(1.0, |acc, &ret| acc * (1.0 + ret)) - 1.0;
    let num_periods = returns.len() as f64;
    
    if num_periods > 0.0 {
        (1.0 + total_return).powf(periods_per_year / num_periods) - 1.0
    } else {
        0.0
    }
}

/// 计算夏普比率
pub fn calculate_sharpe_ratio(returns: &[f64], risk_free_rate: f64) -> f64 {
    if returns.is_empty() {
        return 0.0;
    }
    
    let mean_return = returns.iter().sum::<f64>() / returns.len() as f64;
    let variance = returns.iter()
        .map(|r| (r - mean_return).powi(2))
        .sum::<f64>() / returns.len() as f64;
    
    let std_dev = variance.sqrt();
    
    if std_dev > 0.0 {
        (mean_return - risk_free_rate) / std_dev
    } else {
        0.0
    }
}

/// 计算最大回撤
pub fn calculate_max_drawdown(cumulative_returns: &[f64]) -> f64 {
    if cumulative_returns.is_empty() {
        return 0.0;
    }
    
    let mut max_drawdown = 0.0;
    let mut peak = cumulative_returns[0];
    
    for &value in cumulative_returns {
        if value > peak {
            peak = value;
        }
        
        let drawdown = (peak - value) / peak;
        if drawdown > max_drawdown {
            max_drawdown = drawdown;
        }
    }
    
    max_drawdown
}

/// 计算卡玛比率
pub fn calculate_calmar_ratio(annualized_return: f64, max_drawdown: f64) -> f64 {
    if max_drawdown > 0.0 {
        annualized_return / max_drawdown
    } else {
        0.0
    }
} 